+332.3%
BMY vs ACM
+233.3%
+99.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.5% | +5.4% | -5.9% | -1.7% |
| 30D | +4.1% | +15.1% | -11.0% | +1.0% |
| 3M | -2.1% | -10.5% | +8.3% | -0.2% |
| 6M | +12.2% | -19.7% | +31.9% | +16.7% |
| YTD | +20.3% | -28.8% | +49.2% | +27.9% |
| 1Y | +39.2% | -47.9% | +87.1% | +58.2% |
| 3Y | +35.6% | -12.4% | +47.9% | +35.6% |
| 5Y | +28.6% | +0.6% | +28.0% | +23.1% |
| 10Y | +73.9% | +161.3% | -87.4% | +26.9% |
| All | +332.3% | +233.3% | +99.0% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling